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The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…

Statistics Theory · Mathematics 2019-04-16 Yihong Wu , Pengkun Yang

Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…

Computation · Statistics 2025-02-12 Haley Colgate Kottler , Julia Lindberg , Jose Israel Rodriguez

We consider the problem of identifying a mixture of Gaussian distributions with same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special…

Statistics Theory · Mathematics 2026-03-09 Daniele Agostini , Carlos Améndola , Kristian Ranestad

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…

Machine Learning · Computer Science 2010-04-27 Ankur Moitra , Gregory Valiant

This paper studies how to recover parameters in diagonal Gaussian mixture models using tensors. High-order moments of the Gaussian mixture model are estimated from samples. They form incomplete symmetric tensors generated by hidden…

Numerical Analysis · Mathematics 2024-01-03 Bingni Guo , Jiawang Nie , Zi Yang

This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…

Machine Learning · Computer Science 2012-10-30 Daniel Hsu , Sham M. Kakade

Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…

Machine Learning · Computer Science 2015-03-11 Rong Ge , Qingqing Huang , Sham M. Kakade

Since Pearson [Philosophical Transactions of the Royal Society of London. A, 185 (1894), pp. 71-110] first applied the method of moments (MM) for modeling data as a mixture of one-dimensional Gaussians, moment-based estimation methods have…

Machine Learning · Computer Science 2025-07-29 Liu Zhang , Oscar Mickelin , Sheng Xu , Amit Singer

Estimating the number of components is a fundamental challenge in unsupervised learning, particularly when dealing with high-dimensional data with many components or severely imbalanced component sizes. This paper addresses this challenge…

Machine Learning · Statistics 2026-04-22 Huan Qing

In this paper we present a method for learning the parameters of a mixture of $k$ identical spherical Gaussians in $n$-dimensional space with an arbitrarily small separation between the components. Our algorithm is polynomial in all…

Machine Learning · Computer Science 2010-05-14 Mikhail Belkin , Kaushik Sinha

We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…

Machine Learning · Computer Science 2025-03-05 Khashayar Gatmiry , Jonathan Kelner , Holden Lee

We consider the sparse moment problem of learning a $k$-spike mixture in high-dimensional space from its noisy moment information in any dimension. We measure the accuracy of the learned mixtures using transportation distance. Previous…

Machine Learning · Computer Science 2023-07-25 Zhiyuan Fan , Jian Li

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

Machine Learning · Statistics 2022-03-23 João M. Pereira , Joe Kileel , Tamara G. Kolda

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

This paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor…

Numerical Analysis · Mathematics 2021-06-10 Bingni Guo , Jiawang Nie , Zi Yang

In data processing and machine learning, an important challenge is to recover and exploit models that can represent accurately the data. We consider the problem of recovering Gaussian mixture models from datasets. We investigate symmetric…

Algebraic Geometry · Mathematics 2022-06-22 Rima Khouja , Pierre-Alexandre Mattei , Bernard Mourrain

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

We consider the inverse problem for the polynomial map which sends an $m$-tuple of quadratic forms in $n$ variables to the sum of their $d$-th powers. This map captures the moment problem for mixtures of $m$ centered $n$-variate Gaussians.…

Algebraic Geometry · Mathematics 2026-02-23 Alexander Taveira Blomenhofer , Alex Casarotti , Alessandro Oneto , Mateusz Michałek
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